A Superlinearly Convergent O( P Nl)-iteration Algorithm for Linear Programming
نویسندگان
چکیده
In this note we consider a large step modiication of the Mizuno-Todd-Ye O(p nL) predictor-corrector interior-point algorithm for linear programming. We demonstrate that the modiied algorithm maintains its O(p nL)-iteration complexity, while exhibiting superlinear convergence for general problems and quadratic convergence for non-degenerate problems. To our knowledge, this is the rst construction of a superlinearly convergent algorithm with O(p nL)-iteration complexity. Abbreviated title: A superlinearly convergent O(p nL) algorithm for LP
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تاریخ انتشار 1991